Dear stata users:
does anyone can tel me if xtgls runs with fixed effect or random effect?
I need to correct my data for heterockedasticity and auto-correlation.
However, when i ran the hausman test inordre to determine between the
random effect model or the fixed effectmodel: the results indicated that
the random effects is not appropriate.
If xtgls only runs with random effect, how can i correct for both
heterockedasticity and auto-correlation?
Thanks in advance
Aurélie
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